There are some locations that spawn only ethereal undead and therefore have greater probabilities of yielding ectoplasm and also allow ectoplasm to be located before level 6. These places are indicated on the map by red circles and include:

The undercrofts of the chapels in most cities contain Sanctified Dead, which are respawning ethereal undead creatures and can provide a good source of ectoplasm if you can gain access to the undercrofts (the Pilgrimage quest added by the Knights of the Nine makes all chapel undercrofts accessible; alternatively, the locks can be picked or opened using spells).